In phenix.refine you control simulated annealing that way, but phenix.den_refine is a specialized protocol which takes advantage of much of the phenix.refine machinery while controlling most things through the 'den' scope. It's a bit of a hack, but it was the fastest way to pull a prototype together. You'll definitely have annealing cycles without turning them on in the main scope, so long as 'den' is selected as a strategy (which is is by default).
If you ran the main version of simulated annealing you would add annealing cycles which didn't take avantage of the DEN network update steps, which is counter to how each cycle is meant to run.
Jeff